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AAAA vs. CLSM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AAAA vs. CLSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplius Aggressive Asset Allocation ETF (AAAA) and ETC Cabana Target Leading Sector Moderate ETF (CLSM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AAAA achieves a 11.55% return, which is significantly lower than CLSM's 14.76% return.


AAAA

1D
0.98%
1M
0.46%
6M
8.96%
YTD
11.55%
1Y
22.86%
3Y*
5Y*
10Y*
ALL TIME*
21.66%

CLSM

1D
0.88%
1M
-1.25%
6M
11.56%
YTD
14.76%
1Y
24.37%
3Y*
11.97%
5Y*
3.06%
10Y*
ALL TIME*
3.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$359.77K$297.56K$190.57K
$157.69K$549.86K$326.11K

AAAA vs. CLSM - Yearly Performance Comparison


Correlation

The correlation between AAAA and CLSM is 0.91, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.91

The correlation between AAAA and CLSM has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

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Return for Risk

AAAA vs. CLSM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AAAA
AAAA Risk / Return Rank: 7979
Overall Rank
AAAA Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AAAA Sortino Ratio Rank: 7979
Sortino Ratio Rank
AAAA Omega Ratio Rank: 7878
Omega Ratio Rank
AAAA Calmar Ratio Rank: 7777
Calmar Ratio Rank
AAAA Martin Ratio Rank: 8383
Martin Ratio Rank

CLSM
CLSM Risk / Return Rank: 6868
Overall Rank
CLSM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CLSM Sortino Ratio Rank: 6464
Sortino Ratio Rank
CLSM Omega Ratio Rank: 6565
Omega Ratio Rank
CLSM Calmar Ratio Rank: 7676
Calmar Ratio Rank
CLSM Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AAAA vs. CLSM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplius Aggressive Asset Allocation ETF (AAAA) and ETC Cabana Target Leading Sector Moderate ETF (CLSM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AAAACLSMDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratioReturn relative to maximum drawdown

2.93

2.88

+0.05

Martin ratioReturn relative to average drawdown

12.16

9.10

+3.06

AAAA vs. CLSM - Sharpe Ratio Comparison

The current AAAA Sharpe Ratio is 1.93, which is comparable to the CLSM Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of AAAA and CLSM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AAAA vs. CLSM - Drawdown Comparison

The maximum AAAA drawdown since its inception was -7.83%, smaller than the maximum CLSM drawdown of -27.77%. Use the drawdown chart below to compare losses from any high point for AAAA and CLSM.


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Drawdown Indicators


AAAACLSMDifference

Max Drawdown

Largest peak-to-trough decline

-7.83%

-27.77%

+19.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.83%

-8.50%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-14.60%

Max Drawdown (5Y)

Largest decline over 5 years

-27.77%

Current Drawdown

Current decline from peak

-1.30%

-5.09%

+3.79%

Average Drawdown

Average peak-to-trough decline

-1.14%

-16.08%

+14.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.88%

2.68%

-0.80%

Volatility

AAAA vs. CLSM - Volatility Comparison

The current volatility for Amplius Aggressive Asset Allocation ETF (AAAA) is 3.47%, while ETC Cabana Target Leading Sector Moderate ETF (CLSM) has a volatility of 4.45%. This indicates that AAAA experiences smaller price fluctuations and is considered to be less risky than CLSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AAAACLSMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

4.45%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

9.86%

12.45%

-2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.93%

14.63%

-2.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.77%

12.76%

-0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.77%

12.75%

-0.98%

AAAA vs. CLSM - Expense Ratio Comparison

AAAA has a 0.49% expense ratio, which is lower than CLSM's 0.82% expense ratio.


Dividends

AAAA vs. CLSM - Dividend Comparison

AAAA's dividend yield for the trailing twelve months is around 1.28%, more than CLSM's 0.78% yield.


PositionTTM20252024202320222021
AAAA
Amplius Aggressive Asset Allocation ETF
1.28%0.79%0.00%0.00%0.00%0.00%
CLSM
ETC Cabana Target Leading Sector Moderate ETF
0.78%0.90%2.13%2.58%3.17%0.59%

Frequently Asked Questions


With a correlation of 0.91, AAAA and CLSM move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

CLSM has higher volatility (4.45%) compared to AAAA (3.47%). In terms of maximum drawdown, AAAA dropped -7.83% vs CLSM's -27.77%.

On 1-year performance, CLSM leads with 24.37% vs 22.86% for AAAA. On fees, AAAA is cheaper at 0.49% per year. On volatility, AAAA has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CLSM has performed better with a 24.37% return vs 22.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AAAA is cheaper with a 0.49% expense ratio, compared with 0.82% for CLSM.

AAAA has the higher dividend yield at 1.28%, compared with 0.78% for CLSM.

AAAA is categorized as Diversified Portfolio, while CLSM is Tactical Allocation. They also come from different issuers: Amplius and Cabana. Their fees differ too: 0.49% for AAAA and 0.82% for CLSM.

AAAA currently has the higher Sharpe Ratio (1.93 vs 1.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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